Normal and extreme impact and connectedness between fossil energy futures markets and uncertainties : does El Niño-Southern Oscillation matter?
Jiahao Zhang, Yifeng Zhang, Yu Wei, Zhuo Wang
| Year of publication: |
2024
|
|---|---|
| Authors: | Zhang, Jiahao ; Zhang, Yifeng ; Wei, Yu ; Wang, Zhuo |
| Subject: | Fossil energy market | Quantile connectedness approach | Quantile-on-quantile regression | Uncertainty | Energiemarkt | Energy market | Fossile Energie | Fossil fuel | Risiko | Risk | Volatilität | Volatility | Welt | World |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2023.10.016 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014446738